Light traffic derivatives via likelihood ratios
نویسندگان
چکیده
Ahstruct -We consider the steady-state behavior of open queueing systems with Poisson arrival processes in light traffic, that is, as the arrival rate tends to zero. We provide expressions for the derivatives with respect to the arrival rate of various quantities of interest (such as moments of steady-state sojourn times and queue lengths) evaluated at an arrival rate of zero. These expressions are obtained using the regenerative structure of the queueing system and a change of measure formula based on likelihood ratios. The derivatives, which can be used in interpolation approximations, may be evaluated analytically in simple cases and by simulation in general.
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عنوان ژورنال:
- IEEE Trans. Information Theory
دوره 35 شماره
صفحات -
تاریخ انتشار 1989